+215.7%
HUT vs A
+172.4%
+43.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | +0.6% |
| 7D | -10.9% | +1.4% | -12.3% | -11.8% |
| 30D | -32.6% | +4.3% | -36.9% | -34.3% |
| 3M | -33.7% | +19.8% | -53.5% | -42.4% |
| 6M | -42.3% | +54.4% | -96.7% | -60.3% |
| YTD | +23.6% | +31.7% | -8.1% | -2.6% |
| 1Y | +20.4% | +22.4% | -2.1% | +0.8% |
| 3Y | +423.2% | +67.7% | +355.5% | +211.0% |
| 5Y | -19.4% | +15.7% | -35.2% | -31.4% |
| All | +215.7% | +172.4% | +43.2% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling